Step 1

Cream butter, sugar, and pudding mix together in a bowl. Beat in egg, lemon juice, and 1/2 of the lemon zest. Set aside remaining lemon zest for icing.

Step 2

Sift flour, baking powder, and salt together in another bowl. Add to butter-pudding mixture and beat until well combined. Roll dough into 2 logs, wrap in plastic wrap, and freeze until firm, about 4 hours.

Step 3

Preheat an air fryer to 325 degrees F (165 degrees C). Line the air fryer basket with parchment paper.

Step 4

Slice frozen dough into 1/4-inch slices and place in the prepared basket.

Step 5

Air fry cookies, working in batches, until edges start to brown, 6 to 10 minutes. Remove from the air fryer and leave in the basket until cool to the touch, then place on a wire rack to cool completely.

Step 6

While cookies are baking, combine powdered sugar, lemon juice, and reserved lemon zest in a bowl. Dip 1 side of each cookie in icing. Let icing set until hardened, about 2 minutes.